Auditory illusions are sounds that trick our brains into perceiving something that isn't there or interpreting sounds in unexpected ways. These illusions can occur due to the way our auditory system processes sound waves, leading to misinterpretations. For example, the Shepard Tone creates the illusion of a continuously ascending pitch, even though it eventually loops back to the starting note. Another common auditory illusion is the McGurk Effect, where visual information influences what we hear. When we see a person saying one sound while hearing another, our brain combines the two, leading us to perceive a different sound altogether. These phenomena highlight the complex relationship between hearing and perception.